@article{Berndt2018, author = "Antje Berndt and Peter H. Ritchken and Zhiqiang Sun", title = "{On Correlation and Default Clustering in Credit Markets}", year = "2018", month = "6", url = "https://kilthub.cmu.edu/articles/journal_contribution/On_Correlation_and_Default_Clustering_in_Credit_Markets/6707114", doi = "10.1184/R1/6707114.v1" }